| { | |
| "version": "1.0", | |
| "truncation": null, | |
| "padding": null, | |
| "added_tokens": [ | |
| { | |
| "id": 0, | |
| "special": true, | |
| "content": "<pad>", | |
| "single_word": false, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 1, | |
| "special": true, | |
| "content": "<bos>", | |
| "single_word": false, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 2, | |
| "special": true, | |
| "content": "<eos>", | |
| "single_word": false, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 3, | |
| "special": true, | |
| "content": "<unk>", | |
| "single_word": false, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 4, | |
| "special": false, | |
| "content": "date", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 5, | |
| "special": false, | |
| "content": "close", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 6, | |
| "special": false, | |
| "content": "high", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 7, | |
| "special": false, | |
| "content": "low", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 8, | |
| "special": false, | |
| "content": "open", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 9, | |
| "special": false, | |
| "content": "volume", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 10, | |
| "special": false, | |
| "content": "day_of_week", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 11, | |
| "special": false, | |
| "content": "day_of_month", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 12, | |
| "special": false, | |
| "content": "week_of_year", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 13, | |
| "special": false, | |
| "content": "month", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 14, | |
| "special": false, | |
| "content": "quarter", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 15, | |
| "special": false, | |
| "content": "year", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 16, | |
| "special": false, | |
| "content": "is_month_start", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 17, | |
| "special": false, | |
| "content": "is_month_end", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 18, | |
| "special": false, | |
| "content": "is_week_start", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 19, | |
| "special": false, | |
| "content": "is_week_end", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 20, | |
| "special": false, | |
| "content": "close_lag_1", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 21, | |
| "special": false, | |
| "content": "close_lag_2", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 22, | |
| "special": false, | |
| "content": "close_lag_3", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 23, | |
| "special": false, | |
| "content": "close_lag_5", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 24, | |
| "special": false, | |
| "content": "close_lag_10", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 25, | |
| "special": false, | |
| "content": "high_lag_1", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 26, | |
| "special": false, | |
| "content": "high_lag_2", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 27, | |
| "special": false, | |
| "content": "high_lag_3", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 28, | |
| "special": false, | |
| "content": "high_lag_5", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 29, | |
| "special": false, | |
| "content": "high_lag_10", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 30, | |
| "special": false, | |
| "content": "low_lag_1", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 31, | |
| "special": false, | |
| "content": "low_lag_2", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 32, | |
| "special": false, | |
| "content": "low_lag_3", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 33, | |
| "special": false, | |
| "content": "low_lag_5", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 34, | |
| "special": false, | |
| "content": "low_lag_10", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 35, | |
| "special": false, | |
| "content": "volume_lag_1", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 36, | |
| "special": false, | |
| "content": "volume_lag_2", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 37, | |
| "special": false, | |
| "content": "volume_lag_3", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 38, | |
| "special": false, | |
| "content": "volume_lag_5", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 39, | |
| "special": false, | |
| "content": "volume_lag_10", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 40, | |
| "special": false, | |
| "content": "future_return_1d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 41, | |
| "special": false, | |
| "content": "future_return_2d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 42, | |
| "special": false, | |
| "content": "future_return_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 43, | |
| "special": false, | |
| "content": "past_return_1d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 44, | |
| "special": false, | |
| "content": "past_return_2d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 45, | |
| "special": false, | |
| "content": "past_return_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 46, | |
| "special": false, | |
| "content": "past_return_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 47, | |
| "special": false, | |
| "content": "daily_range", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 48, | |
| "special": false, | |
| "content": "daily_range_abs", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 49, | |
| "special": false, | |
| "content": "gap", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 50, | |
| "special": false, | |
| "content": "close_to_open", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 51, | |
| "special": false, | |
| "content": "close_to_high", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 52, | |
| "special": false, | |
| "content": "close_to_low", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 53, | |
| "special": false, | |
| "content": "volatility_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 54, | |
| "special": false, | |
| "content": "volatility_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 55, | |
| "special": false, | |
| "content": "volatility_21d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 56, | |
| "special": false, | |
| "content": "atr_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 57, | |
| "special": false, | |
| "content": "atr_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 58, | |
| "special": false, | |
| "content": "atr_21d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 59, | |
| "special": false, | |
| "content": "momentum_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 60, | |
| "special": false, | |
| "content": "momentum_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 61, | |
| "special": false, | |
| "content": "momentum_21d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 62, | |
| "special": false, | |
| "content": "volume_change_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 63, | |
| "special": false, | |
| "content": "volume_change_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 64, | |
| "special": false, | |
| "content": "volume_change_21d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 65, | |
| "special": false, | |
| "content": "close_to_ma_5d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 66, | |
| "special": false, | |
| "content": "close_to_ma_10d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 67, | |
| "special": false, | |
| "content": "close_to_ma_21d", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| }, | |
| { | |
| "id": 68, | |
| "special": false, | |
| "content": "volume_change_rate", | |
| "single_word": true, | |
| "lstrip": false, | |
| "rstrip": false, | |
| "normalized": false | |
| } | |
| ], | |
| "normalizer": { | |
| "type": "FinancialFeatureNormalizer" | |
| }, | |
| "pre_tokenizer": { | |
| "type": "FinancialFeaturePreTokenizer" | |
| }, | |
| "post_processor": { | |
| "type": "FinancialFeaturePostProcessor" | |
| }, | |
| "decoder": { | |
| "type": "FinancialFeatureDecoder" | |
| }, | |
| "model": { | |
| "type": "FinancialFeatureProcessor", | |
| "vocab": { | |
| "<pad>": 0, | |
| "<bos>": 1, | |
| "<eos>": 2, | |
| "<unk>": 3, | |
| "date": 4, | |
| "close": 5, | |
| "high": 6, | |
| "low": 7, | |
| "open": 8, | |
| "volume": 9, | |
| "day_of_week": 10, | |
| "day_of_month": 11, | |
| "week_of_year": 12, | |
| "month": 13, | |
| "quarter": 14, | |
| "year": 15, | |
| "is_month_start": 16, | |
| "is_month_end": 17, | |
| "is_week_start": 18, | |
| "is_week_end": 19, | |
| "close_lag_1": 20, | |
| "close_lag_2": 21, | |
| "close_lag_3": 22, | |
| "close_lag_5": 23, | |
| "close_lag_10": 24, | |
| "high_lag_1": 25, | |
| "high_lag_2": 26, | |
| "high_lag_3": 27, | |
| "high_lag_5": 28, | |
| "high_lag_10": 29, | |
| "low_lag_1": 30, | |
| "low_lag_2": 31, | |
| "low_lag_3": 32, | |
| "low_lag_5": 33, | |
| "low_lag_10": 34, | |
| "volume_lag_1": 35, | |
| "volume_lag_2": 36, | |
| "volume_lag_3": 37, | |
| "volume_lag_5": 38, | |
| "volume_lag_10": 39, | |
| "future_return_1d": 40, | |
| "future_return_2d": 41, | |
| "future_return_10d": 42, | |
| "past_return_1d": 43, | |
| "past_return_2d": 44, | |
| "past_return_5d": 45, | |
| "past_return_10d": 46, | |
| "daily_range": 47, | |
| "daily_range_abs": 48, | |
| "gap": 49, | |
| "close_to_open": 50, | |
| "close_to_high": 51, | |
| "close_to_low": 52, | |
| "volatility_5d": 53, | |
| "volatility_10d": 54, | |
| "volatility_21d": 55, | |
| "atr_5d": 56, | |
| "atr_10d": 57, | |
| "atr_21d": 58, | |
| "momentum_5d": 59, | |
| "momentum_10d": 60, | |
| "momentum_21d": 61, | |
| "volume_change_5d": 62, | |
| "volume_change_10d": 63, | |
| "volume_change_21d": 64, | |
| "close_to_ma_5d": 65, | |
| "close_to_ma_10d": 66, | |
| "close_to_ma_21d": 67, | |
| "volume_change_rate": 68 | |
| }, | |
| "feature_dim": 69 | |
| } | |
| } |